SCHH vs. VNQI
Compare and contrast key facts about Schwab US REIT ETF (SCHH) and Vanguard Global ex-U.S. Real Estate ETF (VNQI).
SCHH and VNQI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHH is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Jan 13, 2011. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010. Both SCHH and VNQI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHH or VNQI.
Performance
SCHH vs. VNQI - Performance Comparison
Returns By Period
In the year-to-date period, SCHH achieves a 9.61% return, which is significantly higher than VNQI's -0.52% return. Over the past 10 years, SCHH has outperformed VNQI with an annualized return of 4.45%, while VNQI has yielded a comparatively lower 0.99% annualized return.
SCHH
9.61%
-4.18%
12.78%
23.39%
1.78%
4.45%
VNQI
-0.52%
-7.37%
-1.60%
9.00%
-3.31%
0.99%
Key characteristics
| SCHH | VNQI | |
|---|---|---|
| Sharpe Ratio | 1.45 | 0.57 |
| Sortino Ratio | 2.05 | 0.90 |
| Omega Ratio | 1.26 | 1.11 |
| Calmar Ratio | 0.89 | 0.29 |
| Martin Ratio | 5.37 | 2.06 |
| Ulcer Index | 4.31% | 4.01% |
| Daily Std Dev | 15.97% | 14.44% |
| Max Drawdown | -44.22% | -38.35% |
| Current Drawdown | -8.59% | -22.45% |
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SCHH vs. VNQI - Expense Ratio Comparison
SCHH has a 0.07% expense ratio, which is lower than VNQI's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SCHH and VNQI is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SCHH vs. VNQI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
SCHH vs. VNQI - Dividend Comparison
SCHH's dividend yield for the trailing twelve months is around 2.98%, less than VNQI's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHH Schwab US REIT ETF | 2.98% | 3.24% | 2.55% | 1.50% | 2.86% | 2.87% | 3.66% | 2.22% | 2.81% | 2.48% | 2.18% | 2.59% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.76% | 3.74% | 0.57% | 6.48% | 0.93% | 7.57% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
Drawdowns
SCHH vs. VNQI - Drawdown Comparison
The maximum SCHH drawdown since its inception was -44.22%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for SCHH and VNQI. For additional features, visit the drawdowns tool.
Volatility
SCHH vs. VNQI - Volatility Comparison
Schwab US REIT ETF (SCHH) has a higher volatility of 5.06% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 4.16%. This indicates that SCHH's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.